6 Questions
Which linear model selection method involves fitting a separate least squares regression for every possible combination of features?
Best subset selection
What is a disadvantage of the Best Subset selection method?
Not always providing the best model
Which linear model selection method starts with no feature and adds one at a time until all are included?
Forward selection
What is a drawback of the Forward selection method?
Computationally efficient but not always providing the best model
Which linear model selection method starts with all features and removes one at a time until no feature remains?
Backward selection
What is a limitation of the Backward selection method?
Cannot be run when n < p
Test your knowledge on Linear Model Selection techniques such as Subset Selection, Shrinkage, Stepwise Selection, and Best Subset Selection. Explore the reasons for using alternatives to least square regression for prediction accuracy and model interpretability.
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